Faculty and Staff News
- Dr. Jinpeng Ma has a new publication, “Value of Hedge and Expected Returns” (with Max Tang and Yuming Wang), SSRN2705992, accepted by the journal Applied Economics.
Professor Jay Sethuraman, IEOR Department,Columbia University, presented a new proof of a characterization of the TTC mechanism (Jinpeng Ma 1994 IJGT) in ORL. View at http://www.sciencedirect.com/science/article/pii/S016763771500156X.
Hidekazu Anno, Graduate School of Fundamental Science and Engineering, Waseda University, Japan, presented another proof for the characterization (Jinpeng Ma 1994, IJGT) in EL. View at http://www.sciencedirect.com/science/article/pii/S0165176514004388
Tommaso Luigi Valli Fassi from the Stockholm Business School at Stockholm University has incorporated the variance difference in our Paper of Yuming Wang and Jinpeng Ma (NAJEF 2014) into the Fama-French three factors and the Fama-French-Carhart four factors asset pricing models and found it significant determinant of excess returns on stocks”. Our VD may become the fifth factor! Please see the attached paper for detail.
Dr. Jinpeng Ma has a new publication, “Double auction mechanisms on Markovian networks,” Expert Systems with Applications, Volume 41, Issue 16, 15 November 2014, Pages 7032–7045 (Joint with Xiaojing Xu and Xiaoping Xie) View the article at http://www.sciencedirect.com/science/article/pii/S0957417414003078
Dr. Jinpeng Ma has a new publication, “Excess Volatility and Cross-section of Stock Returns,” North American Journal of Economics and Finance, 2014, vol. 27, pages 1-16 (Joint with Yuming Wang), which addressed Shiller’s excess volatility issue in the equity market. The paper had been mostly downloaded in the journal, more than 20,000 downloads or views four months after its publication.
Congratulations to Al Roth and Lloyd Shapley for winning the 2012 Nobel Prize in Economics for their contributions to the two-sided matching theory and the theory (and arts) of market designs. They cited Dr. Ma’s two articles:
 Ma, J. 1994. “Strategy-proofness and the strict core in a market with indivisibilities.” International Journal of Game Theory 23: 75-83.
 Ma, J. 1995. “Stable matchings and rematching-proof equilibria in a two-sided matching market.” Journal of Economic Theory 66: 352.369.
- Dr. Jinpeng Ma has published “The Singleton Core in the College Admissions Problem and its Application to the National Resident Matching Program,” Games and Economic Behavior, 2010, 69 (1), 150-164.
- Dr. Tetsuji Yamada has served as Editor in Chief of the following journals: Journal of Community Medicine & Public Health Care, Journal of Global Economics, Journal of Tropical Disease and Public Health, and International Journal of Environmental Research and Public Health. If you are interested in publishing any health economics, public health, and health behavior issues/work, please send the manuscript to the following journals.
- Dr. Yamada was invited and presented his work at the China Center for Health Economics Research of Peking University:
- “Health, Disparity and Policy: Empirical Study,” China Center for Health Economics Research [CCHER], Peking University, China, March 2015
- Dr. Yamada also presented his research papers at international conferences and the symposium in 2015.
- Dr. Tetsuji Yamada recently published with a student of Economics Department, J.J. Naddeo, entitled “Changing healthcare policies: implications for income, education, and health disparity” Frontiers in Public Health, August 2015, Vol.3 (Article 195), pp.1-4, doi:10.3389/fpubh.2015.00195, (with Chia-Ching Chen, Joseph R. Harris III, and J.J. Naddeo), http://journal.frontiersin.org/article/10.3389/fpubh.2015.00195/full